Capula Investment Management LLP · 19 hours ago
Credit Quantitative Researcher
New York, NY
Full-time
Onsite
Mid Level
3+ years expCapula Investment Management LLP is seeking a Quantitative Researcher to join their Systematic Macro Portfolio Manager team. The role focuses on developing models for trading strategies involving credit indices and ETFs, while collaborating closely with the portfolio manager to enhance trading decisions through quantitative insights.
BankingFinanceFinancial Services
Responsibilities
Develop and enhance models for relative value trading and alpha generation across credit indices and credit ETFs
Analyse credit market dynamics, including spread behavior, roll-downs, and liquidity patterns
Implement tools to support signal generation, factor decomposition, and portfolio risk attribution
Work closely with the PM to evolve systematic frameworks and enhance trading decisions through robust quantitative insights
Qualification
Required
Have graduated with a masters or PhD in a highly quantitative discipline (e.g. Physics, Mathematics, Statistics, Engineering or another quantitative field)
A consistently strong academic record
Strong Maths foundations (probabilities, statistics, analysis, linear algebra) and solid Programming Skills
At least 3 years' experience in quantitative research or strategy development, ideally within credit or macro trading environments
Solid understanding of credit index products (e.g. CDX, iTraxx), credit ETFs, and related market structure
Advanced proficiency in Python and experience working with time series and financial market data
Master's or PhD in a quantitative field (e.g., statistics, physics, applied mathematics)
Strong analytical thinking, problem-solving ability, and desire to partner closely with a fast-moving trading desk
Benefits
20 days of paid annual leave, plus public holidays
Comprehensive medical and dental insurance, along with other core employee benefits
Exceptional training, mentoring, and staff development opportunities to support continuous professional growth
Exposure to a flat and agile organisational structure, enabling greater ownership and decision-making responsibility
Onsite breakfast, lunch, and dinner provided daily in our employee restaurant
Access to a dynamic, intellectually engaging team with cross-asset collaboration and open communication
Company
Capula Investment Management LLP
Capula Investment Management is a global fixed income specialist firm that manages absolute return, enhanced fixed income, volatility, etc.
201-500 employees
H1B Sponsorship
Capula Investment Management LLP has a track record of offering H1B sponsorships. Please note that this does not
guarantee sponsorship for this specific role. Below presents additional info for your
reference. (Data Powered by US Department of Labor)
Distribution of Different Job Fields Receiving Sponsorship
Represents job field similar to this job
Trends of Total Sponsorships
2025 (4)
2024 (1)
2023 (1)
2022 (2)
2020 (6)
Funding
Current Stage
Growth StageLeadership Team
Rania Perry
CEO of Capula NY, Global Head of Government Relations
Recent News
2026-01-07
2025-11-10
London Stock Exchange
2025-09-12
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